Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
18.12.2015 | 4.57% | 0.42 | 0.44 | 300'000 | 300'000 | 300'000 | 300'000 | 128'356 | 134'356 | 100.00% | 100.00% |
17.12.2015 | 5.01% | 0.41 | 0.43 | 300'000 | 300'000 | 300'000 | 300'000 | 116'802 | 122'802 | 100.00% | 100.00% |
16.12.2015 | 4.63% | 0.42 | 0.44 | 300'000 | 300'000 | 300'000 | 300'000 | 126'535 | 132'535 | 87.45% | 87.45% |
15.12.2015 | 4.23% | 0.44 | 0.46 | 300'000 | 300'000 | 300'000 | 300'000 | 138'795 | 144'795 | 99.85% | 99.85% |
14.12.2015 | 4.16% | 0.49 | 0.51 | 300'000 | 300'000 | 300'000 | 300'000 | 141'269 | 147'269 | 100.00% | 100.00% |
11.12.2015 | 4.27% | 0.45 | 0.47 | 300'000 | 300'000 | 300'000 | 300'000 | 137'745 | 143'745 | 100.00% | 100.00% |
10.12.2015 | 4.88% | 0.41 | 0.43 | 300'000 | 300'000 | 300'000 | 300'000 | 119'912 | 125'912 | 100.00% | 100.00% |
09.12.2015 | 4.95% | 0.39 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 118'209 | 124'209 | 100.00% | 100.00% |
08.12.2015 | 5.54% | 0.37 | 0.39 | 300'000 | 300'000 | 300'000 | 300'000 | 105'460 | 111'460 | 100.00% | 100.00% |